Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.925 +0.015 Show Price Chart 98.915 98.93 98.90 170,882
10-Year T-Note Futures ZNZ6 DEC 2016 DEC 2016 131'000 +0'045 Show Price Chart 130'295 131'025 130'275 667,300
Ultra 10-Year U.S. Treasury Note Futures TNZ6 DEC 2016 DEC 2016 143'295 +0'050 Show Price Chart 143'280 144'035 143'250 41,078
30 Day Federal Funds Futures ZQX6 NOV 2016 NOV 2016 99.58 0.00 Show Price Chart 99.58 99.58 99.57 20,754
5-Year USD MAC Swap Futures F1UZ6 DEC 2016 101'095 +0'025 Show Price Chart 101'105 101'110 101'080 1,759
10-Year USD MAC Swap Futures N1UZ6 DEC 2016 102'040 +0'010 Show Price Chart 102'120 102'215 102'040 1,301
Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.085 +0.015 Show Price Chart 99.07 99.085 99.065 144,885
Eurodollar Futures GEH7 MAR 2017 MAR 2017 99.045 +0.015 Show Price Chart 99.03 99.05 99.025 107,530
Eurodollar Futures GEM7 JUN 2017 JUN 2017 99.00 +0.01 Show Price Chart 98.99 99.005 98.98 121,076
Eurodollar Futures GEU7 SEP 2017 SEP 2017 98.965 +0.01 Show Price Chart 98.955 98.97 98.945 108,813
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.925 +0.015 Show Price Chart 98.915 98.93 98.90 170,882
Eurodollar Futures GEH8 MAR 2018 MAR 2018 98.90 +0.015 Show Price Chart 98.89 98.905 98.88 92,323
Eurodollar Futures GEM8 JUN 2018 JUN 2018 98.87 +0.015 Show Price Chart 98.865 98.875 98.845 92,930
Eurodollar Futures GEU8 SEP 2018 SEP 2018 98.835 +0.015 Show Price Chart 98.825 98.845 98.815 77,304
30 Day Federal Funds Futures ZQX6 NOV 2016 NOV 2016 99.58 0.00 Show Price Chart 99.58 99.58 99.57 20,754
2-Year Eurodollar Bundle Futures BU2Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTZ6 DEC 2016 DEC 2016 109'067 +0'017 Show Price Chart 109'055 109'070 109'045 173,834
5-Year T-Note Futures ZFZ6 DEC 2016 DEC 2016 121'140 +0'035 Show Price Chart 121'115 121'150 121'100 323,559
10-Year T-Note Futures ZNZ6 DEC 2016 DEC 2016 131'000 +0'045 Show Price Chart 130'295 131'025 130'275 667,300
Ultra 10-Year U.S. Treasury Note Futures TNZ6 DEC 2016 DEC 2016 143'295 +0'050 Show Price Chart 143'280 144'035 143'250 41,078
Ultra U.S. Treasury Bond Futures UBZ6 DEC 2016 DEC 2016 183'11 +0'05 Show Price Chart 183'22 184'10 183'08 51,010
U.S. Treasury Bond Futures ZBZ6 DEC 2016 DEC 2016 167'23 +0'07 Show Price Chart 167'25 168'08 167'18 154,876

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD MAC Swap Futures T1UZ6 DEC 2016 - - Show Price Chart - - - 0
5-Year USD MAC Swap Futures F1UZ6 DEC 2016 101'095 +0'025 Show Price Chart 101'105 101'110 101'080 1,759
7-Year USD MAC Swap Futures S1UZ6 DEC 2016 - - Show Price Chart - - - 0
10-Year USD MAC Swap Futures N1UZ6 DEC 2016 102'040 +0'010 Show Price Chart 102'120 102'215 102'040 1,301
20-Year USD MAC Swap Futures E1UZ6 DEC 2016 - - Show Price Chart - - - 0
30-Year USD MAC Swap Futures B1UZ6 DEC 2016 109'26 -0'01 Show Price Chart 110'19 110'19 109'26 67
2-Year Euro MAC Swap Futures T1EZ6 DEC 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

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